+41.9%
SHW vs EWJ
+66.4%
-24.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +1.9% | +4.0% | -2.1% | -0.1% |
| 30D | +8.1% | -4.3% | +12.3% | +10.4% |
| 3M | -2.8% | -6.8% | +4.0% | +0.6% |
| 6M | +15.0% | -0.9% | +15.9% | +14.8% |
| YTD | +9.0% | +14.3% | -5.3% | +0.6% |
| 1Y | +4.5% | +15.3% | -10.8% | -4.1% |
| 3Y | +41.9% | +65.6% | -23.8% | -0.4% |
| All | +41.9% | +66.4% | -24.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling